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Prune after the frost but not too soon or the first warm spell in winter they'll try and leaf out again, and if you get late frosts it will harm the new growth. And if you want to cut back your leggy rosebush just go for it, cut it back to where you want it and take off all the twiggy growth. Next year worry about pruning properly for shape. You don't want to hack on them blindly every year but if the thing is out of control it doesn't hurt to chop them down to size once.